This is a long shot, as it's not a very good match for your description:
- The man is in a hotel room rather than an apartment.
- His curiosity is aroused, not by a noise, but by a dream of blood coming through the keyhole of the locked door between his room and the next one.
- Instead of opening the door, he peeks through the keyhole.
- The monster is a troll, not a winged demon.
"The Troll", a short story by T. H. White which was the answer to the old question Short horror story I read in the 70's where the protagonist witnesses a monster disguised as a human eat someone. The story has appeared in many compilations. You might have read it in the 1967 anthology Alfred Hitchcock Presents: Stories That Scared Even Me edited by Robert Arthur which can be borrowed (for free but registration required) from the Internet Archive; a selection of stories from this anthology (including "The Troll") was published as the Dell paperback Alfred Hitchcock Presents: Scream Along with Me.
Excerpt:
"It was the vividness of the dreams that was impressive, their minute detail and horrible reality. The blood came through the keyhole of a locked door which communicated with the next room. I suppose the two rooms had originally been designed en suite. It ran down the door panel with a viscous ripple, like the artificial one created in the conduit of Trumpingdon Street. But it was heavy, and smelt. The slow welling of it sopped the carpet and reached the bed. It was warm and sticky. My father woke up with the impression that it was all over his hands. He was rubbing his first two fingers together, trying to rid them of the greasy adhesion where the fingers joined.
"My father knew what he had got to do. Let me make it clear that he was now perfectly wide awake, but he knew what he had got to do. He got out of bed, under this irresistible knowledge, and looked through the keyhole into the next room.
[. . . .]
"What my father saw through the keyhole in the next room was a Troll. It was eminently solid, about eight feet high, and dressed in brightly ornamented skins. It had a blue face, with yellow eyes, and on its head there was a woolly sort of nightcap with a red bobble on top. The features were Mongolian. Its body was long and sturdy, like the trunk of a tree. Its legs were short and thick, like the elephant's feet that used to be cut off for umbrella stands, and its arms were wasted: little rudimentary members like the forelegs of a kangaroo. Its head and neck were very thick and massive. On the whole, it looked like a grotesque doll.
[. . . .]
"The Troll was eating a lady. Poor girl, she was tightly clutched to its breast by those rudimentary arms, with her head on a level with its mouth. She was dressed in a nightdress which had crumpled up under her armpits, so that she was a pitiful naked offering, like a classical picture of Andromeda. Mercifully, she appeared to have fainted.